+570.3%
GH vs CF
+68.9%
+501.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | +0.6% | +4.8% | -4.2% | +1.1% |
| 30D | -6.9% | +4.7% | -11.6% | -6.2% |
| 3M | -4.9% | +7.4% | -12.3% | -3.6% |
| 6M | +54.1% | +0.6% | +53.5% | +55.4% |
| YTD | +48.5% | +64.1% | -15.6% | +55.9% |
| 1Y | +61.2% | +51.4% | +9.8% | +68.2% |
| 3Y | +570.3% | +67.8% | +502.5% | +559.0% |
| All | +570.3% | +68.9% | +501.4% | +559.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling